PortfoliosLab logoPortfoliosLab logo
ISVBF vs. CQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISVBF vs. CQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) and Invesco China Technology ETF (CQQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ISVBF achieves a -10.90% return, which is significantly lower than CQQQ's 5.94% return.


ISVBF

1D
0.43%
1M
-1.75%
YTD
-10.90%
6M
-12.10%
1Y
1.02%
3Y*
9.53%
5Y*
-5.79%
10Y*

CQQQ

1D
0.02%
1M
4.40%
YTD
5.94%
6M
6.31%
1Y
34.10%
3Y*
12.46%
5Y*
-7.05%
10Y*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISVBF vs. CQQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ISVBF
iShares MSCI China A UCITS ETF
-10.90%30.64%18.96%-9.28%-23.01%-22.12%
CQQQ
Invesco China Technology ETF
5.94%34.96%9.84%-16.71%-30.09%-22.64%

Correlation

The correlation between ISVBF and CQQQ is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since May 5, 2021

0.30

Over the past year, ISVBF and CQQQ have become more correlated (0.53) than their long-term average of 0.30, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISVBF vs. CQQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISVBF
ISVBF Risk / Return Rank: 99
Overall Rank
ISVBF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 99
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 99
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 99
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 99
Martin Ratio Rank

CQQQ
CQQQ Risk / Return Rank: 3030
Overall Rank
CQQQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CQQQ Sortino Ratio Rank: 3333
Sortino Ratio Rank
CQQQ Omega Ratio Rank: 3131
Omega Ratio Rank
CQQQ Calmar Ratio Rank: 2929
Calmar Ratio Rank
CQQQ Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ISVBF vs. CQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) and Invesco China Technology ETF (CQQQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ISVBFCQQQDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.03

1.21

-0.17

Calmar ratioReturn relative to maximum drawdown

0.05

1.40

-1.35

Martin ratioReturn relative to average drawdown

0.11

3.21

-3.09

ISVBF vs. CQQQ - Sharpe Ratio Comparison

The current ISVBF Sharpe Ratio is 0.03, which is lower than the CQQQ Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ISVBF and CQQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ISVBF vs. CQQQ - Drawdown Comparison

The maximum ISVBF drawdown since its inception was -53.78%, smaller than the maximum CQQQ drawdown of -73.99%. Use the drawdown chart below to compare losses from any high point for ISVBF and CQQQ.


Loading charts...

Drawdown Indicators


ISVBFCQQQDifference

Max Drawdown

Largest peak-to-trough decline

-53.78%

-73.99%

+20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-19.44%

-24.41%

+4.97%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

-35.93%

+12.16%

Max Drawdown (5Y)

Largest decline over 5 years

-52.51%

-66.96%

+14.45%

Max Drawdown (10Y)

Largest decline over 10 years

-73.99%

Current Drawdown

Current decline from peak

-27.78%

-47.45%

+19.67%

Average Drawdown

Average peak-to-trough decline

-32.68%

-28.35%

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

10.66%

-1.58%

Volatility

ISVBF vs. CQQQ - Volatility Comparison

The current volatility for iShares MSCI China A UCITS ETF (ISVBF) is 9.03%, while Invesco China Technology ETF (CQQQ) has a volatility of 10.52%. This indicates that ISVBF experiences smaller price fluctuations and is considered to be less risky than CQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISVBFCQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.03%

10.52%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

26.98%

23.15%

+3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

30.91%

30.57%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.30%

38.15%

-7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.15%

33.39%

-3.24%

ISVBF vs. CQQQ - Expense Ratio Comparison

ISVBF has a 0.40% expense ratio, which is lower than CQQQ's 0.70% expense ratio.


Dividends

ISVBF vs. CQQQ - Dividend Comparison

ISVBF has not paid dividends to shareholders, while CQQQ's dividend yield for the trailing twelve months is around 2.04%.


PositionTTM20252024202320222021202020192018201720162015
CQQQ
Invesco China Technology ETF
2.04%2.17%0.28%0.55%0.08%0.00%0.47%0.01%0.43%1.41%1.69%1.77%
ISVBF
iShares MSCI China A UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISVBF and CQQQ have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CQQQ has higher volatility (10.52%) compared to ISVBF (9.03%). In terms of maximum drawdown, ISVBF dropped -53.78% vs CQQQ's -73.99%.

On 5-year performance, ISVBF leads with -5.79% vs -7.05% for CQQQ. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ISVBF has been the lower-risk option at 9.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ISVBF has performed better with a -5.79% return vs -7.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.70% for CQQQ.

CQQQ has the higher dividend yield at 2.04%, compared with 0.00% for ISVBF.

ISVBF tracks MSCI China A Inclusion Index, while CQQQ tracks FTSE China Incl A 25% Technology Capped Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for ISVBF and 0.70% for CQQQ.

CQQQ currently has the higher Sharpe Ratio (1.12 vs 0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ISVBF and CQQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer